I see it as well! Seems they have a bug! After seeing your post, I submitted a bug report to TOS. I think their last update included more...
I am not aware of any documentation that covers this. Here is a screen shot that shows where TOS gets the value from: [ATTACH]
Yes! A couple points from my perspective, the 30Day IV is calculated per the CBOE VIX White paper method, which for equities is biased to the OTM...
I have been using this form for expected move as % of spot: for down move: exp(-ATM_VI*(days/365.25)^.5) ; then exp(ATM_IV*(days/365.25)^.5) for...
No. But thanx for the consideration. I made access to it public (available to those who requested it) for about a year via a Slack BOT until...
taowave: When did you first discover that? I just uncovered that this week and curious how long it existed. Had I known that existed last year,...
No. I developed it for personal use.
Should you know your target underlying Price, time, and IV at your target exit, you are welcome to provide the details and I can run thru my...
Need minimum of three values. 1) Date and time to exit. (or tight range) 2) price of underlying at #1 (or range) 3) IV of underlying at #1 (ATM-IV...
Likely related to lack of liquidity. B/A spread is high VS mark (.15/.475 31% currently). -- Seems to result in more sluggish movement for the...
My 2 cents: It seems your edge would be the reliability/accuracy of your expected spike in time and quantity! If you have those, you may be able...
Assuming you want to enter position on an elevation in IV (VIX should be adequate), and close position early if you hit some target value to ride...
I have not completed looking this over, but initial observations below. B/A spread of $4.00? Typo? Seems to be trying to discard cases where...
Coding in VBA kills more brain cells than alcohol! I am not a big fan of VBA, but to each his/her own.
Easylanguage is remains "closed" correct? No way to integrate with other APIs/languages? Correct?
Python seems to be a good choice, as it is still widely supported. The only issue with "strategies" -- you need to know what you really want! (I...
Proper answer depends on the precision you require!
FWIW: If you look, you can find dividend paying equities which moved down more than the dividend payout would imply consistently. You can look...
I think I am still guessing at what you want. This just displays a horizontal line on the last day of an intra-day chart at the level of the...
Then, is this what you want? input lookbackDays=1; def ReferenceValue=high(period=AggregationPeriod.day)[lookbackDays]; plot PriorDayHigh=if...
Separate names with a comma.